J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. Mil=
For the Period 6/1/10 to 6/30/10
INFLOWS & OUTFLOWS
Per Unit
Settlement Amount USD Amount USD Currency
Date Type Description Quantity Local Value Local Value Gain,Loss USD
&30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (7.000.000 000) 9.824.31993 (854,819 86)
BUY NOK SELL GBP 63,889,000.00
CONTRACT RATE : 9.127000000
TRADE 4/06/10 VALUE 6/30/10
&30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 13.739.615 900 (19.527,213.78) 1,043,080.00
BUY GBP SELL NOK (126,988.400.00)
CONTRACT RATE: 9.242500000
TRADE 5/06/10 VALUE 6/30/10
Total Inflows & Outflows $040 (8688,847.02)
Account W23560001 Page 46 of 54
Page 50 of 70
Confidential Treatment Requested by JPMorgan JPM-SDNY-000 11693
Chase
CONFIDENTIAL SDNY_GM_00280891
EFTA01489581